CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6909 |
0.6869 |
-0.0040 |
-0.6% |
0.6937 |
| High |
0.6921 |
0.6902 |
-0.0019 |
-0.3% |
0.6951 |
| Low |
0.6861 |
0.6859 |
-0.0002 |
0.0% |
0.6855 |
| Close |
0.6874 |
0.6886 |
0.0012 |
0.2% |
0.6914 |
| Range |
0.0060 |
0.0043 |
-0.0017 |
-27.7% |
0.0097 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
113,465 |
87,448 |
-26,017 |
-22.9% |
604,110 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7011 |
0.6991 |
0.6909 |
|
| R3 |
0.6968 |
0.6948 |
0.6897 |
|
| R2 |
0.6925 |
0.6925 |
0.6893 |
|
| R1 |
0.6905 |
0.6905 |
0.6889 |
0.6915 |
| PP |
0.6882 |
0.6882 |
0.6882 |
0.6887 |
| S1 |
0.6862 |
0.6862 |
0.6882 |
0.6872 |
| S2 |
0.6839 |
0.6839 |
0.6878 |
|
| S3 |
0.6796 |
0.6819 |
0.6874 |
|
| S4 |
0.6753 |
0.6776 |
0.6862 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7196 |
0.7151 |
0.6967 |
|
| R3 |
0.7099 |
0.7055 |
0.6940 |
|
| R2 |
0.7003 |
0.7003 |
0.6931 |
|
| R1 |
0.6958 |
0.6958 |
0.6922 |
0.6932 |
| PP |
0.6906 |
0.6906 |
0.6906 |
0.6893 |
| S1 |
0.6862 |
0.6862 |
0.6905 |
0.6836 |
| S2 |
0.6810 |
0.6810 |
0.6896 |
|
| S3 |
0.6713 |
0.6765 |
0.6887 |
|
| S4 |
0.6617 |
0.6669 |
0.6860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6932 |
0.6855 |
0.0077 |
1.1% |
0.0049 |
0.7% |
40% |
False |
False |
114,783 |
| 10 |
0.7034 |
0.6855 |
0.0179 |
2.6% |
0.0047 |
0.7% |
17% |
False |
False |
117,496 |
| 20 |
0.7302 |
0.6855 |
0.0447 |
6.5% |
0.0071 |
1.0% |
7% |
False |
False |
146,117 |
| 40 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0069 |
1.0% |
6% |
False |
False |
170,135 |
| 60 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0067 |
1.0% |
6% |
False |
False |
143,415 |
| 80 |
0.7644 |
0.6855 |
0.0790 |
11.5% |
0.0067 |
1.0% |
4% |
False |
False |
107,757 |
| 100 |
0.7842 |
0.6855 |
0.0987 |
14.3% |
0.0064 |
0.9% |
3% |
False |
False |
86,231 |
| 120 |
0.7904 |
0.6855 |
0.1050 |
15.2% |
0.0063 |
0.9% |
3% |
False |
False |
71,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7085 |
|
2.618 |
0.7015 |
|
1.618 |
0.6972 |
|
1.000 |
0.6945 |
|
0.618 |
0.6929 |
|
HIGH |
0.6902 |
|
0.618 |
0.6886 |
|
0.500 |
0.6881 |
|
0.382 |
0.6875 |
|
LOW |
0.6859 |
|
0.618 |
0.6832 |
|
1.000 |
0.6816 |
|
1.618 |
0.6789 |
|
2.618 |
0.6746 |
|
4.250 |
0.6676 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6884 |
0.6895 |
| PP |
0.6882 |
0.6892 |
| S1 |
0.6881 |
0.6889 |
|